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0%
This Month
-16.83%
Year To Date
+29.86%
2 Years
+288.5%
5 Years
+423.8%
10 Years
+21.51%
Annualized
Performance Metrics
Score 6.9/10
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.3
1.3
0
1
2
3
3
Jensen's Alpha
16.83
16.83
-2
0
2
17
17
Omega Ratio
1.36
1.36
0
1
1.5
2.5
2.5
Treynor Ratio
2.75
2.75
0
0.75
1.25
3
3
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
0.46
0.46
0
0.3
0.6
1
1
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.3
1.3
0
1
2
3
3
Jensen's Alpha
16.83
16.83
-2
0
2
17
17
Omega Ratio
1.36
1.36
0
1
1.5
2.5
2.5
Treynor Ratio
2.75
2.75
0
0.75
1.25
3
3
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
0.46
0.46
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-44.41% | Dec 2024 | Jul 2025 | 7 |
-36.27% | Sep 2025 | - | 9 |
-18.56% | Apr 2024 | Nov 2024 | 7 |
-14.29% | Jul 2023 | Oct 2023 | 3 |
-13.87% | Nov 2021 | Jan 2023 | 14 |
-4.82% | May 2023 | Jun 2023 | 1 |
-3.83% | Sep 2021 | Oct 2021 | 1 |
-2.67% | May 2021 | Jun 2021 | 1 |
-1.22% | Jan 2018 | Jul 2020 | 30 |
-0.8% | Jul 2021 | Aug 2021 | 1 |
-0.27% | Feb 2023 | Mar 2023 | 1 |